+4.6%
TSLA vs WMB
+31.9%
-27.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.1% | -5.9% |
| 7D | +1.5% | +0.6% | +1.0% | +1.5% |
| 30D | +10.1% | +3.3% | +6.9% | +10.2% |
| 3M | -15.4% | +3.1% | -18.5% | -16.1% |
| 6M | -12.8% | -0.7% | -12.1% | -13.3% |
| YTD | -21.3% | +25.2% | -46.4% | -25.8% |
| 1Y | +4.6% | +32.9% | -28.3% | +3.2% |
| All | +4.6% | +31.9% | -27.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling